I train in my garage, so the only thing I have to worry about is humidity. On the eastern seaboard of the US, that's a big concern in the summer. So with that, I can say the following:
- You do adapt to the weather, hot or cold.
- You can heat up quicker in the summer, so make sure you have plenty of water on hand, and if possible a fan to keep air moving.
- The bar can be hard to hold at first in the winter, but it will warm up. If you can use a space heater, it should take the edge off--although it won't ever be truly warm. You can start with a sweat shirt, and remove it if you need to after you get warmed up. Even in the dead of winter I haven't needed anything warmer than that.
The biggest enemy of metal in the outdoors is moisture. That can come in the form of humidity, rain, dew, sweat, etc. When storing equipment outside you'll want to do your best to protect it from the elements:
- Get tarps to cover the equipment when you aren't using it. That should help protect from the rain, and possibly dew.
- Wipe down the equipment before and after use if it is damp at all.
- If you see rust start to appear, treat it immediately. The bar should be treated with 3-in-1 oil and a wire brush (wipe down to remove excess oil and rust particles). You can use any rust removal product on the rack or plates.
- Occasionally, you'll have to re-treat metal plates. After dealing with the rust, apply a fresh coat of Rustoleum spray paint (or any brand that has rust protection in the formula).
Physical security for your training equipment is also something worth considering. I know of someone who had a bunch of equipment stolen out of their barn. At the very least, bring your bar indoors after training, and see if you can get some cable locks for the rack. You might be able to fashion a wooden storage box with a lock on it for the plates when they are not in use.